+291.9%
C vs TFC
+105.4%
+186.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +3.6% | +2.4% | +1.2% | +1.7% |
| 30D | +0.1% | -1.3% | +1.4% | +1.1% |
| 3M | +2.4% | +6.1% | -3.6% | -2.5% |
| 6M | +24.9% | +7.3% | +17.6% | +17.5% |
| YTD | +19.8% | +8.2% | +11.6% | +12.2% |
| 1Y | +44.9% | +14.4% | +30.4% | +29.7% |
| 3Y | +263.0% | +93.7% | +169.3% | +113.4% |
| 5Y | +129.5% | +16.4% | +113.1% | +90.0% |
| All | +291.9% | +105.4% | +186.4% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling